FILE - In this Thursday, Oct. 8, 2015 file photo, Sean Penn speaks during a forum with young entrepreneurs during the IMF and World Bank annual meeting in Lima, Peru. Late Saturday, Jan. 9, 2016, Rolling Stone magazine published an interview that Guzman apparently gave to Penn in his hideout in Mexico months before his recapture. In the article and interview, Penn describes the complicated measures he took to meet the legendary drug lord. (AP Photo/Rodrigo Abd)

I Am Evel Knievel from Virgil Films and The Gunman starring Sean Penn are now available in the Blu-ray format. (Evel Knievel photo via Associated Press, The Gunman courtesy of Universal Studios Home Entertainment)

Sean Penn sarcastically thanked former President George W. Bush and former Vice President Dick Cheney Wednesday night for supposedly "inventing" the Islamic State terror group that is wreaking havoc across the Middle East. (TBS/Conan)

Anderson Cooper is seen bidding during the auction at the 3rd Annual Sean Penn & Friends HELP HAITI HOME Gala on Saturday, Jan. 11, 2014 at the Montage Hotel in Beverly Hills, Calif. (Photo by Colin Young-Wolff /Invision/AP)

Charlize Theron, left, is seen bidding during the auction at the 3rd Annual Sean Penn & Friends HELP HAITI HOME Gala on Saturday, Jan. 11, 2014 at the Montage Hotel in Beverly Hills, Calif. (Photo by Colin Young-Wolff /Invision/AP)